-25.2%
AVGO vs SO
+3.1%
-28.3%
-39.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +1.3% | +7.4% | +10.0% |
| 7D | -0.9% | -1.1% | +0.2% | -2.1% |
| 30D | -11.6% | +8.6% | -20.2% | -4.4% |
| 3M | -25.2% | +1.8% | -27.0% | -25.6% |
| All | -25.2% | +3.1% | -28.3% | -24.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SO.
Daily Out/Under-Performance
Portfolio return minus SO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SO return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 6mo: compounded portfolio wealth divided by compounded SO wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
6mo analysis · Full analysis span regression · 6 months rolling